rrcov (version 0.4-08)

PcaCov: Robust PCA based on a robust covariance matrix

Description

Robust PCA are obtained by replacing the classical covariance matrix by a robust covariance estimator. This can be one of the available in rrcov estimators, i.e. MCD, OGK, M or S estimator.

Usage

PcaCov(x, ...)
## S3 method for class 'default':
PcaCov(x, k = 0, kmax = ncol(x), corr=FALSE, cov.control=CovControlMcd(), 
    na.action = na.fail, trace=FALSE, ...)
## S3 method for class 'formula':
PcaCov(formula, data = NULL, subset, na.action, \dots)

Arguments

formula

a formula with no response variable, referring only to numeric variables.

data

an optional data frame (or similar: see model.frame) containing the variables in the formula formula.

subset

an optional vector used to select rows (observations) of the data matrix x.

na.action

a function which indicates what should happen when the data contain NAs. The default is set by the na.action setting of options, and is

...

arguments passed to or from other methods.

x

a numeric matrix (or data frame) which provides the data for the principal components analysis.

k

number of principal components to compute. If k is missing, or k = 0, the algorithm itself will determine the number of components by finding such k that $l_k/l_1 >= 10.E-3$ and $\Sigma_{j=1}^k l_j/

kmax

maximal number of principal components to compute. Default is kmax=10. If k is provided, kmax does not need to be specified, unless k is larger than 10.

corr

a logical value indicating whether the calculation should use the correlation matrix or the covariance matrix (the correlation matrix can only be used if there are no constant variables). Default is corr=FALSE.

cov.control

specifies which covariance estimator to use by providing a CovControl-class object. The default is CovControlMcd-class which wil

trace

whether to print intermediate results. Default is trace = FALSE

Value

• An S4 object of class PcaCov-class which is a subclass of the virtual class PcaRobust-class.

Details

PcaCov, serving as a constructor for objects of class PcaCov-class is a generic function with "formula" and "default" methods. For details see the relevant references.

Examples

## PCA of the Hawkins Bradu Kass's Artificial Data
##  using all 4 variables
    data(hbk)
    pca <- PcaCov(hbk)
    pca

## Compare with the classical PCA
    prcomp(hbk)

## or  
    PcaClassic(hbk)
    
## If you want to print the scores too, use
    print(pca, print.x=TRUE)

## Using the formula interface
    PcaCov(~., data=hbk)

## To plot the results:

    plot(pca)                    # distance plot
    pca2 <- PcaCov(hbk, k=2)  
    plot(pca2)                   # PCA diagnostic plot (or outlier map)
    
## Use the standard plots available for for prcomp and princomp
    screeplot(pca)    
    biplot(pca)